Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process
type: Item
instance of: scholarly article
title: Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process
zbMATH Open document ID: 1506.91178
author: F. Avram
author: Dan Goreac
author: Rim Adenane
author: Ulyses Solon
published in: Methodology and Computing in Applied Probability
publication date: 2023-02-17T00:00:00Z
full work available at URL: https://arxiv.org/abs/2102.10107
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7655055
zbMATH Keywords: dividend problem
zbMATH Keywords: capital injections
zbMATH Keywords: penalty at default
zbMATH Keywords: scale functions
zbMATH Keywords: Lambert-W function
zbMATH Keywords: De Vylder-type approximations
zbMATH Keywords: rational Laplace transform
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W3130986563
Wikidata QID: Q114224853
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DOI: 10.1007/S11009-021-09916-Z
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description: scientific article; zbMATH DE number 7655055